CME Swiss Franc Future March 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1837 |
1.1817 |
-0.0020 |
-0.2% |
1.1851 |
| High |
1.1867 |
1.1861 |
-0.0007 |
-0.1% |
1.1907 |
| Low |
1.1751 |
1.1774 |
0.0024 |
0.2% |
1.1751 |
| Close |
1.1812 |
1.1808 |
-0.0004 |
0.0% |
1.1808 |
| Range |
0.0117 |
0.0087 |
-0.0030 |
-25.8% |
0.0156 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
22,258 |
19,298 |
-2,960 |
-13.3% |
85,031 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2074 |
1.2027 |
1.1856 |
|
| R3 |
1.1987 |
1.1941 |
1.1832 |
|
| R2 |
1.1901 |
1.1901 |
1.1824 |
|
| R1 |
1.1854 |
1.1854 |
1.1816 |
1.1834 |
| PP |
1.1814 |
1.1814 |
1.1814 |
1.1804 |
| S1 |
1.1768 |
1.1768 |
1.1800 |
1.1748 |
| S2 |
1.1728 |
1.1728 |
1.1792 |
|
| S3 |
1.1641 |
1.1681 |
1.1784 |
|
| S4 |
1.1555 |
1.1595 |
1.1760 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2290 |
1.2205 |
1.1894 |
|
| R3 |
1.2134 |
1.2049 |
1.1851 |
|
| R2 |
1.1978 |
1.1978 |
1.1837 |
|
| R1 |
1.1893 |
1.1893 |
1.1822 |
1.1857 |
| PP |
1.1822 |
1.1822 |
1.1822 |
1.1804 |
| S1 |
1.1737 |
1.1737 |
1.1794 |
1.1701 |
| S2 |
1.1666 |
1.1666 |
1.1779 |
|
| S3 |
1.1510 |
1.1581 |
1.1765 |
|
| S4 |
1.1354 |
1.1425 |
1.1722 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1907 |
1.1751 |
0.0156 |
1.3% |
0.0084 |
0.7% |
37% |
False |
False |
17,006 |
| 10 |
1.2060 |
1.1740 |
0.0320 |
2.7% |
0.0103 |
0.9% |
21% |
False |
False |
21,955 |
| 20 |
1.2097 |
1.1567 |
0.0531 |
4.5% |
0.0105 |
0.9% |
46% |
False |
False |
23,269 |
| 40 |
1.2097 |
1.1392 |
0.0705 |
6.0% |
0.0085 |
0.7% |
59% |
False |
False |
13,727 |
| 60 |
1.2097 |
1.1150 |
0.0947 |
8.0% |
0.0073 |
0.6% |
69% |
False |
False |
9,159 |
| 80 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0066 |
0.6% |
73% |
False |
False |
6,873 |
| 100 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0059 |
0.5% |
73% |
False |
False |
5,503 |
| 120 |
1.2097 |
1.1030 |
0.1067 |
9.0% |
0.0055 |
0.5% |
73% |
False |
False |
4,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2228 |
|
2.618 |
1.2087 |
|
1.618 |
1.2000 |
|
1.000 |
1.1947 |
|
0.618 |
1.1914 |
|
HIGH |
1.1861 |
|
0.618 |
1.1827 |
|
0.500 |
1.1817 |
|
0.382 |
1.1807 |
|
LOW |
1.1774 |
|
0.618 |
1.1721 |
|
1.000 |
1.1688 |
|
1.618 |
1.1634 |
|
2.618 |
1.1548 |
|
4.250 |
1.1406 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1817 |
1.1809 |
| PP |
1.1814 |
1.1809 |
| S1 |
1.1811 |
1.1808 |
|